On the controversy over tailweight of distributions

On the controversy over tailweight of distributions

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Article ID: iaor20051087
Country: Netherlands
Volume: 32
Issue: 5
Start Page Number: 399
End Page Number: 408
Publication Date: Sep 2004
Journal: Operations Research Letters
Authors: ,
Keywords: telecommunications
Abstract:

Although understanding tail behavior of distributions is important in many areas, such as telecommunications network analysis and finance, there is considerable controversy about distinctions between exponential-type and power-type tails. This paper explains why the distinctions are surprisingly difficult for popular methods in the literature, and why particularly large samples are needed for clear discrimination.

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